{"title":"广义Wigner矩阵最大特征值的定量traci - wisdom律","authors":"Kevin Schnelli, Yuanyuan Xu","doi":"10.1214/23-ejp1028","DOIUrl":null,"url":null,"abstract":"We show that the fluctuations of the largest eigenvalue of any generalized Wigner matrix H converge to the Tracy–Widom laws at a rate nearly O(N−1∕3), as the matrix dimension N tends to infinity. We allow the variances of the entries of H to have distinct values but of comparable sizes such that ∑iE|hij|2=1. Our result improves the previous rate O(N−2∕9) by Bourgade [8] and the proof relies on the first long-time Green function comparison theorem near the edges without the second moment matching restriction.","PeriodicalId":50538,"journal":{"name":"Electronic Journal of Probability","volume":"3 1","pages":"0"},"PeriodicalIF":1.3000,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"Quantitative Tracy–Widom laws for the largest eigenvalue of generalized Wigner matrices\",\"authors\":\"Kevin Schnelli, Yuanyuan Xu\",\"doi\":\"10.1214/23-ejp1028\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We show that the fluctuations of the largest eigenvalue of any generalized Wigner matrix H converge to the Tracy–Widom laws at a rate nearly O(N−1∕3), as the matrix dimension N tends to infinity. We allow the variances of the entries of H to have distinct values but of comparable sizes such that ∑iE|hij|2=1. Our result improves the previous rate O(N−2∕9) by Bourgade [8] and the proof relies on the first long-time Green function comparison theorem near the edges without the second moment matching restriction.\",\"PeriodicalId\":50538,\"journal\":{\"name\":\"Electronic Journal of Probability\",\"volume\":\"3 1\",\"pages\":\"0\"},\"PeriodicalIF\":1.3000,\"publicationDate\":\"2023-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Electronic Journal of Probability\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1214/23-ejp1028\",\"RegionNum\":3,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Electronic Journal of Probability","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1214/23-ejp1028","RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
Quantitative Tracy–Widom laws for the largest eigenvalue of generalized Wigner matrices
We show that the fluctuations of the largest eigenvalue of any generalized Wigner matrix H converge to the Tracy–Widom laws at a rate nearly O(N−1∕3), as the matrix dimension N tends to infinity. We allow the variances of the entries of H to have distinct values but of comparable sizes such that ∑iE|hij|2=1. Our result improves the previous rate O(N−2∕9) by Bourgade [8] and the proof relies on the first long-time Green function comparison theorem near the edges without the second moment matching restriction.
期刊介绍:
The Electronic Journal of Probability publishes full-size research articles in probability theory. The Electronic Communications in Probability (ECP), a sister journal of EJP, publishes short notes and research announcements in probability theory.
Both ECP and EJP are official journals of the Institute of Mathematical Statistics
and the Bernoulli society.